I have uploaded my 2 Builds on Steam, one for macOS and one for Windows, but the Depots section looks like this:
Here's my Builds settings:
And here's my Depots settings:
I have no idea about what to do to complete my Depot checklist in my Dashboard. I've read the official Documentation but found no help from it.
You've probably already solved this by this point, but here's my answer for anyone facing this in the future.
To "fix" this issue, you need to understand something that Steam's tooltip for that entry does not tell you: the depots in your Store and Devcomp packages must match exactly, as in, they need to have the same depots.
This means that you either need to add the development depots to your Store package or, like I did, (temporarily) remove the development depots from your Devcomp package while your build is under review.
This will give you the green checkmark that you're looking for.